Threshold stability plots for extended generalized Pareto models
Arguments
- xdat
- vector of observations, greater than the threshold 
- thresh
- threshold value 
- model
- a string indicating which extended family to fit 
- param
- [string] parameter, either - shapeor additional parameter- kappa
- type
- [string] confidence interval type, either - waldor- profile.
- transform
- logical; if - TRUEand- type="wald", intervals for- kappaare computed on the log-scale and back-transformed.
- level
- [double] confidence interval level, default to 0.95. 
- plot
- [logical] if - TRUE(default), return a threshold stability plot
- ...
- additional arguments for the plot function, currently ignored. 
